Related papers: Loss of memory of hidden Markov models and Lyapuno…
We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…
Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…
We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…
The interest in memristors has risen due to their possible application both as memory units and as computational devices in combination with CMOS. This is in part due to their nonlinear dynamics, and a strong dependence on the circuit…
This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…
Stochastic processes abound in nature and accurately modeling them is essential across the quantitative sciences. They can be described by hidden Markov models (HMMs) or by their quantum extensions (QHMMs). These models explain and give…
Krotov and Hopfield (2021) proposed a biologically plausible two-layer associative memory network with memory storage capacity exponential in the number of visible neurons. However, the capacity was only linear in the number of hidden…
Training large deep neural networks is resource intensive. This study investigates whether Lyapunov exponents can accelerate this process by aiding in the selection of hyperparameters. To study this I formulate an optimization problem using…
Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…
This paper presents new theory and methodology for the Bayesian estimation of overfitted hidden Markov models, with finite state space. The goal is then to achieve posterior emptying of extra states. A prior configuration is constructed…
A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…
Exact inference for hidden Markov models requires the evaluation of all distributions of interest - filtering, prediction, smoothing and likelihood - with a finite computational effort. This article provides sufficient conditions for exact…
This paper reveals the intrinsic structure of Matrix Product States (MPS) by establishing their deep connection to entangled hidden Markov models (EHMMs). It is demonstrated that a significant class of MPS can be derived as the outcomes of…
In this paper, we introduce the notion of Bi-entangled hidden Markov processes. These are hidden quantum processes where the hidden processes themselves exhibit entangled Markov process, and the observable processes also exhibit…
Orey (1962) proved that for an irreducible, aperiodic, and recurrent Markov chain with transition operator $P$, the sequence $P^n (\mu - \nu)$ converges to zero in total variation for any two probability measures $\mu$ and $\nu$. In other…
Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…
We demonstrate an efficient formula to compute the entropy rate $H(\mu)$ of a hidden Markov process with $q$ output symbols where at least one symbol is unambiguously received. Using an approximation to $H(\mu)$ to the first $N$ terms we…
Opacity, or non-interference, is a property ensuring that an external observer cannot infer confidential information (the "secret") from system observations. We introduce an information-theoretic measure of opacity, which quantifies…
We consider the problem of modulation and estimation of a random parameter $U$ to be conveyed across a discrete memoryless channel. Upper and lower bounds are derived for the best achievable exponential decay rate of a general moment of the…
The $\epsilon$-machine is a stochastic process' optimal model -- maximally predictive and minimal in size. It often happens that to optimally predict even simply-defined processes, probabilistic models -- including the $\epsilon$-machine --…